A Guide to a SUMT-Version 4 Computer Subroutine for Implementing Sensitivity Analysis in Nonlinear Programming

A computer program is presented which implements a procedure for conducting a sensitivity analysis of a nonlinear programming problem in conjunction with the sequential unconstrained minimization technique for nonlinear programming. The algorithm used in the procedure is also presented. The method o...

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Hauptverfasser:	Armacost,Robert L, Mylander,W. Charles
Format:	Report
Sprache:	eng
Schlagworte:	ALGORITHMS APPROXIMATION(MATHEMATICS) Computer Programming and Software COMPUTER PROGRAMS FORTRAN FORTRAN 4 PROGRAMMING LANGUAGE NONLINEAR PROGRAMMING Operations Research PARAMETRIC PROGRAMMING SENSITIVITY SENSITIVITY ANALYSIS SUMT 4 COMPUTER PROGRAM
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Zusammenfassung:	A computer program is presented which implements a procedure for conducting a sensitivity analysis of a nonlinear programming problem in conjunction with the sequential unconstrained minimization technique for nonlinear programming. The algorithm used in the procedure is also presented. The method of incorporating the sensitivity analysis subroutines in the SUMT-Version 4 computer code is described. The user can direct the code to execute the sensitivity analysis procedure either along the minimizing trajectory or at the final subproblem. Annotated listings and flow charts of the subroutines are included. (Author)